+24,936.4%
ROP vs WY
+509.1%
+24,427.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.9% |
| 7D | -4.4% | -1.7% | -2.7% | -3.8% |
| 30D | +3.2% | -10.1% | +13.3% | +7.3% |
| 3M | +23.1% | -5.1% | +28.2% | +25.1% |
| 6M | +13.3% | -4.8% | +18.1% | +14.4% |
| YTD | -7.9% | -0.2% | -7.6% | -9.1% |
| 1Y | -22.1% | -6.6% | -15.4% | -21.4% |
| 3Y | -16.8% | -22.7% | +5.9% | -11.5% |
| 5Y | -13.5% | -22.2% | +8.7% | -9.6% |
| 10Y | +137.7% | +7.3% | +130.4% | +100.4% |
| All | +24,936.4% | +509.1% | +24,427.4% | +10,841.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling